Regularity of the laws of shot noise series and of related processes


Abstract in English

We investigate the regularity of shot noise series and of Poisson integrals. We give conditions for the absolute continuity of their law with respect to Lebesgue measure and for their continuity in total variation norm. In particular, the case of truncated series in adressed. Our method relies on a disintegration of the probability space based on a mere conditioning by the first jumps of the underlying Poisson process.

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